+283.6%
TJX vs DXCM
+260.4%
+23.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.4% | -0.1% |
| 7D | -4.6% | -5.5% | +1.0% | -3.9% |
| 30D | -17.2% | -8.6% | -8.6% | -16.2% |
| 3M | -24.9% | +10.3% | -35.2% | -26.0% |
| 6M | -19.7% | +25.2% | -44.9% | -22.3% |
| YTD | -17.2% | +25.1% | -42.3% | -20.0% |
| 1Y | -9.4% | +9.2% | -18.7% | -11.4% |
| 3Y | +43.1% | -22.6% | +65.7% | +40.7% |
| 5Y | +96.7% | -39.5% | +136.3% | +94.8% |
| All | +283.6% | +260.4% | +23.3% | +224.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DXCM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling